secr (version 2.5.0)

vcov.secr: Variance - Covariance Matrix of SECR Parameters

Description

Variance-covariance matrix of beta or real parameters from fitted secr model.

Usage

## S3 method for class 'secr':
vcov(object, realnames = NULL, newdata = NULL, 
    byrow = FALSE, ...)

Arguments

object

secr object output from the function secr.fit

realnames

vector of character strings for names of `real' parameters

newdata

dataframe of predictor values

byrow

logical for whether to compute covariances among `real' parameters for each row of new data, or among rows for each real parameter

...

other arguments (not used)

Value

• A matrix containing the variances and covariances among beta parameters on the respective link scales, or a list of among-parameter variance-covariance matrices, one for each row of newdata, or a list of among-row variance-covariance matrices, one for each `real' parameter.

Details

By default, returns the matrix of variances and covariances among the estimated model coefficients (beta parameters). If realnames and newdata are specified, the result is either a matrix of variances and covariances for each `real' parameter among the points in predictor-space given by the rows of newdata or among real parameters for each row of newdata. Failure to specify newdata results in a list of variances only.

See Also

vcov, secr.fit, print.secr

Examples

## previosuly fitted secr model
vcov(secrdemo.0)